0.02Open0.02Pre Close0 Volume5 Open Interest220.00Strike Price0.00Turnover101.82%IV35.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0037Delta0.0006Gamma8138.00Leverage Ratio-0.0155Theta0.0001Rho30.42Eff Leverage0.0020Vega